Compute the matrix of joint inclusion probabilities from the quadratic form of a Horvitz-Thompson variance estimator.
Compute the matrix of joint inclusion probabilities from the quadratic form of a Horvitz-Thompson variance estimator.
ht_matrix_to_joint_probs(ht_quad_form)
Arguments
ht_quad_form: The matrix of the quadratic form representing the Horvitz-Thompson variance estimator.
Returns
The matrix of joint inclusion probabilities
Details
The quadratic form matrix of the Horvitz-Thompson variance estimator has ij-th entry equal to (1−πijπiπj). The matrix of joint probabilties has ij-th entry equal to πij.